As described in the comments in: https://bugs.launchpad.net/ubuntu/+source/linux/+bug/1822581 On my HP EliteBook x360 1030 G4, the brightness up/down keys (F3 and F4) work fine in Linux ... until I boot into Windows. The brightness keys work fine in Windows as well, but when I then boot back into Linux after that, those keys no longer work. They remain disabled until I re-install the system BIOS. (Using the "Update System and Supported Device Firmware" selection from the system utils/boot menu.) After that the brightness keys work fine again. It seems like Windows is somehow changing some value in the system BIOS which disables these keys, which Linux isn't restoring. (I don't know enough about the kernel to know what the issue could be, or to suggest any possible solution.)
The same situation on HP ProBook 450 G6.
Seems to be hardware issue. Flashing latest BIOS haven’t resolved the issue in my case, but power reset have: https://support.hp.com/us-en/document/c01684768